Tid: 12 december 2011 kl 15.15-16.00.

Föredragshållare: Eero Saksman, University of Helsinki

Titel: On validating Adaptive MCMC methods

Abstract: During last 10 years Adaptive MCMC methods have gained popularity, and they have been applied to various simulation problems. Here we explain the idea behind adaptive MCMC and discuss the present knowledge on the convergence of such algorithms.

Till seminarielistan
To the list of seminars